resample a MultiIndex

Question

I have a DataFrame with a MultiIndex. The first level is a DatetimeIndex with weekly frequency. The second level is NOT consistent across groupings by the first level.

I want to group the first level by month and take the first weeks rows.

Setup

midx = pd.MultiIndex.from_arrays([
    pd.date_range('2018-01-01', freq='W', periods=10).repeat(2),
    list('ABCDEFGHIJ' * 2)
], names=['Date', 'Thing'])

df = pd.DataFrame(dict(Col=np.arange(10, 30)), midx)

---

Expected Results

df

                  Col    
Date       Thing     
2018-01-07 A       10    # This is the first week
           B       11    # of January 2018 
2018-01-14 C       12
           D       13
2018-01-21 E       14
           F       15
2018-01-28 G       16
           H       17
2018-02-04 I       18    # This is the first week
           J       19    # of February 2018
2018-02-11 A       20
           B       21
2018-02-18 C       22
           D       23
2018-02-25 E       24
           F       25
2018-03-04 G       26    # This is the first week
           H       27    # of March 2018
2018-03-11 I       28
           J       29

Results should be

                  Col    
Date       Thing     
2018-01-07 A       10    # This is the first week
           B       11    # of January 2018 
2018-02-04 I       18    # This is the first week
           J       19    # of February 2018
2018-03-04 G       26    # This is the first week
           H       27    # of March 2018

---

Attempt

df.unstack().asfreq('M', 'ffill').stack()

                   Col
Date       Thing      
2018-01-31 G      16.0
           H      17.0
2018-02-28 E      24.0
           F      25.0

This is wrong on several levels.

1. Date is actual month end and not the actual date observed.
2. Things are not from the correct date. Notice that I wanted ['A', 'B'] from '2018-01-07' and not ['G', 'H'].
3. I'm unstacking to enable myself to use asfreq but that introduces nan and converts to float
4. I don't know what happened to March 2018

Answer 1

You could do

In [384]: date = df.index.get_level_values('Date')

In [385]: firstweek = date.to_frame().groupby(date.strftime('%Y-%m')).min()['Date']

In [386]: df[date.isin(firstweek)]
Out[386]:
                  Col
Date       Thing
2018-01-07 A       10
           B       11
2018-02-04 I       18
           J       19
2018-03-04 G       26
           H       27

---

Details

In [387]: date.to_frame().groupby(date.strftime('%Y-%m')).min()
Out[387]:
              Date
2018-01 2018-01-07
2018-02 2018-02-04
2018-03 2018-03-04

---

Alternative.

In [400]: fweek = df.assign(dt=date).resample('M', level='Date')['dt'].min()

In [401]: df[date.isin(fweek)]
Out[401]:
                  Col
Date       Thing
2018-01-07 A       10
           B       11
2018-02-04 I       18
           J       19
2018-03-04 G       26
           H       27

Answer 2

If first week of the month is just the first seven days of the month, you could just filter like this

df[df.index.get_level_values(0).day <= 7]

                Col
Date       Thing     
2018-01-07 A       10
           B       11
2018-02-04 I       18
           J       19
2018-03-04 G       26
           H       27

Unless your looking for the first week ending on a Sunday, in that case this wouldn't work.